ETF Screener

Note: Non-subscribers are restricted to screening only the 100 largest ETFs.  Want to backtest the Screener?

The ETFreplay screener is a statistical model that ranks ETFs according to their Relative Strength.  The model has 3-factors: 2 timeframes for returns and 1 timeframe for volatility.  The time period and weight of each factor can be adjusted below.  Click 'Run Model' to update the screener.
  •  
  • Time Period
  • Weight
  • ReturnA
  • %
  • ReturnB
  • %
  • Volatility
  • %
  • Through
  • Assets >=
Factor Weights
ETF Screener factor weights chart
ETFs: 100(Assets >= Largest 100)
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Symbol ETF ReturnA ReturnB Volatility Rank
VONG Vanguard Russell 1000 Growth ETF +16.3% +2.9% 12.5 % 1
VUG Vanguard U.S. LargeCap Growth (VIGRX) +15.9% +3.0% 12.3 % 2
IWF iShares Russell 1000 Growth +16.1% +2.9% 12.5 % 3
SCHG Schwab Dow Jones U.S. LgCap Growth (SWLGX) +16.3% +2.7% 12.7 % 4
SCHX Schwab Dow Jones U.S. Large-Cap (SNXFX) +11.4% +1.4% 8.1 % 5
SCHB Schwab Dow Jones U.S. Broad Market +11.7% +1.3% 8.4 % 6
XLY U.S. Consumer Discret Sector SPDR +24.2% +7.9% 15.8 % 7
SPYG SPDR Portfolio S&P 500 Growth +15.1% +2.3% 11.9 % 8
IWB iShares Russell 1000 Index Fund +11.5% +1.3% 8.3 % 9
MGK Vanguard MSCI Mega Cap 300 Growth +15.2% +3.1% 13.0 % 10
IVW iShares S&P 500 Growth Index Fund +15.0% +2.2% 12.0 % 11
IUSG iShares Core U.S. Growth +14.9% +2.1% 11.8 % 12
VTI Vanguard Total U.S. Stock Market +11.5% +1.3% 8.3 % 13
VV Vanguard MSCI U.S. Large Cap +11.0% +1.3% 8.2 % 14
IBIT iShares Bitcoin Trust ETF +65.8% +25.3% 67.3 % 15
ITOT iShares Core S&P Total US Market +11.6% +1.3% 8.5 % 16
VGT Vanguard MSCI U.S. Technology +17.4% +2.4% 15.2 % 17
VXF Vanguard Extended Market ETF +19.3% +2.8% 16.5 % 18
IVV iShares Core S&P 500 ETF +10.6% +1.1% 7.6 % 19
ACWI iShares MSCI All-World ACWI Index +8.1% +1.3% 6.6 % 20
IYW iShares DJ U.S. Technology Sector +16.5% +2.0% 15.8 % 21
VOO Vanguard S&P 500 +10.6% +1.1% 7.6 % 22
IWR iShares Russell Midcap Index Fund +12.1% +1.4% 10.8 % 23
VO Vanguard CRSP U.S. Mid Cap +11.7% +1.4% 10.1 % 24
SPY S&P 500 Index +10.5% +1.1% 7.6 % 25
VT Vanguard FTSE Global All Cap +8.0% +1.2% 7.1 % 26
SPLG SPDR Portfolio Large Cap +10.5% +1.1% 7.8 % 27
QQQM Invesco NASDAQ 100 ETF (Mini) +14.1% +1.6% 13.2 % 28
BNDX Vanguard Total International Bond +1.3% +1.6% 2.9 % 29
VB Vanguard U.S. Small Cap +15.5% +1.4% 14.4 % 30
QQQ Nasdaq-100 ETF +14.1% +1.6% 13.2 % 31
DIA SPDR Dow Jones Industrial Average +9.4% +1.2% 9.3 % 32
VTEB Vanguard Tax Exempt Bond ETF +0.8% +1.2% 2.5 % 33
XLF U.S. Financial Sector SPDR +12.1% +1.1% 11.5 % 34
MUB iShares S&P National Muni Bond (2-3yr) +0.7% +1.1% 2.4 % 35
VWO Vanguard FTSE Emerging Markets +9.0% +1.5% 12.7 % 36
DFAC Dimensional US Core Equity 2 ETF +11.3% +0.6% 8.6 % 37
COWZ Pacer US Cash Cows 100 ETF +9.9% +1.1% 11.5 % 38
QUAL iShares MSCI USA Quality Factor ETF +7.6% +0.6% 8.5 % 39
XLK U.S. Technology Sector SPDR +13.9% +0.9% 14.9 % 40
USHY iShares Broad USD High Yield ETF +2.3% +0.5% 3.2 % 41
SHV Barclays Short-Term Treasury +1.2% +0.4% 0.2 % 42
SGOV iShares 0-3 Month Treasury Bond ETF +1.2% +0.4% 0.2 % 43
IJH iShares Core S&P MidCap 400 Index +12.9% +0.7% 13.5 % 44
BIL SPDR 1-3 Month T-Bill ETF (0.2yr) +1.2% +0.3% 0.2 % 45
JPST JPMorgan Ultra-Short Income ETF +1.0% +0.5% 0.5 % 46
MDY S&P MidCap 400 SPDRs +12.8% +0.6% 13.5 % 47
VXUS Vanguard MSCI All Country Ex-US Int'l +2.4% +1.1% 9.1 % 48
IGSB iShares Barclays 1-3 Year Credit (2yr) +0.1% +0.6% 2.2 % 49
VCSH Vanguard Short-Term Inv Grd Bond (2-3yr) +0.1% +0.6% 2.1 % 50
IXUS iShares Core MSCI Total Int'l Stock +2.3% +1.0% 9.0 % 51
VCIT Vanguard Interm Corp Bond (6-7yr) -0.8% +0.9% 4.7 % 52
VGSH Vanguard Short-Term Gov't Bond (2yr) +0.0% +0.5% 1.4 % 53
VEU Vanguard FTSE All-World ex-US +2.2% +1.0% 9.2 % 54
SHY iShares 1-3 Year Treasury Bond ETF -0.1% +0.5% 1.4 % 55
JEPI JPMorgan Equity Premium Income +4.6% +0.1% 5.9 % 56
BSV Vanguard Short-Term Bond -0.4% +0.6% 1.9 % 57
VBR Vanguard U.S. SmallCap Value +12.3% +0.2% 12.9 % 58
VYM Vanguard High Dividend Yield Index +6.9% -0.4% 8.5 % 59
IEF iShares Barclays 7-10 Yr Treasury -3.1% +1.1% 5.8 % 60
IUSB iShares Core Total USD Bond Market -1.3% +0.9% 4.6 % 61
BIV Vanguard Barclays Govt-Credit Mix -1.9% +1.0% 4.9 % 62
RSP Invesco S&P 500 Equal Weight (VADAX) +7.5% +0.2% 9.0 % 63
VIG Vanguard Dividend Appreciation +5.2% -0.5% 7.9 % 64
GOVT iShares Barclays US Treasury (5-6yr) -2.1% +0.9% 4.6 % 65
VGIT Vanguard Interm-Term Gov't Bond (5-6yr) -2.0% +0.9% 3.8 % 66
IWD iShares Russell 1000 Value +6.4% -0.3% 8.7 % 67
MBB iShares Barclays MBS Bond Fund (2yr) -2.0% +0.9% 5.1 % 68
AGG iShares Core Total US Bond -1.7% +0.9% 4.8 % 69
DGRO iShares Core Dividend Growth ETF +5.2% -0.6% 7.9 % 70
DVY iShares DJ Select Dividend Index +6.1% +0.4% 10.2 % 71
LQD iShares iBoxx Invest Grade Bond -1.1% +0.9% 7.0 % 72
IWM iShares Russell 2000 Index Fund +14.5% -0.2% 17.1 % 73
BND Vanguard Total Bond Market -1.6% +0.9% 5.0 % 74
IJR iShares Core S&P SmallCap 600 Index +13.7% +0.1% 16.7 % 75
IUSV iShares Core U.S. Value +5.2% -0.5% 8.5 % 76
EFA iShares MSCI EAFE -0.2% +1.1% 10.2 % 77
SPYV SPDR Portfolio S&P 500 Value +4.7% -0.6% 8.5 % 78
SPDW SPDR Portfolio Dev World Ex-US ETF +0.3% +0.9% 9.1 % 79
IEMG iShares Core MSCI Emerging Markets +5.9% +0.2% 11.5 % 80
VTV Vanguard U.S. LargeCap Value +5.2% -0.8% 8.5 % 81
IVE iShares S&P 500 Value Index Fund +4.8% -0.5% 8.6 % 82
SCHF Schwab FTSE Developed Market Int'l Equity +0.1% +0.9% 9.7 % 83
EEM iShares MSCI Emerging Markets +6.6% +0.2% 12.3 % 84
IEFA iShares Core MSCI EAFE -0.4% +1.0% 10.3 % 85
VEA Vanguard FTSE Developed Ex North America +0.1% +0.7% 9.4 % 86
USMV iShares MSCI USA Minimum Volatility Index +3.1% -0.8% 9.3 % 87
SCHD Schwab U.S. Dow Jones Dividend 100 +4.9% -1.0% 9.7 % 88
XLI U.S. Industrials Sector SPDR +9.2% -1.9% 12.7 % 89
SDY SPDR S&P U.S. Dividend Aristocrats +1.4% -1.0% 8.7 % 90
VGK Vanguard Europe -1.8% +0.9% 10.7 % 91
TLT iShares Barclays Long-Term Treasury -6.2% +1.5% 14.3 % 92
EFV iShares MSCI EAFE Value Index -0.6% +0.7% 10.8 % 93
SMH Market Vectors Semiconductor ETF +10.9% -5.1% 23.2 % 94
XLE U.S. Energy Sector SPDR +7.6% -3.1% 15.8 % 95
IAU iShares COMEX Gold Trust +5.5% -1.0% 18.7 % 96
GLD SPDR Gold Shares +5.5% -1.0% 18.7 % 97
VNQ Vanguard MSCI U.S. REIT -0.7% +0.0% 11.8 % 98
XLU U.S. Utilities Sector SPDR +2.8% -0.6% 16.0 % 99
XLV U.S. Health Care Sector SPDR -6.7% -3.6% 13.2 % 100
through: Dec 09, 2024
Categories

U.S. Equity
International Equity
Emerging Markets Equity
Commodities
U.S. Treasury Bonds / TIPS
Corporate / Credit Bonds
REITs, Preferreds etc
Currencies
Leveraged / Inverse
Other (Incl. Illiquid)
Notes:

For detailed information on how the ETF screener calculates relative strength see how the screener works

All returns are Total Return, which includes the receipt and reinvestment of any dividends and distributions

Volatility is the annualized standard deviation of daily returns

The full universe of Exchange Traded Funds from which the screener draws will grow over time as new ETFs pass the minimum lookback period required to qualify for the model

Assets data as of: Oct 07, 2024
Company
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